-12.4%
JCI vs Z
-4.1%
-8.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.2% | +2.3% |
| 7D | -9.4% | -4.6% | -4.8% | -9.0% |
| 30D | -13.4% | +8.3% | -21.7% | -11.6% |
| 3M | -12.4% | -11.6% | -0.8% | -13.1% |
| All | -12.4% | -4.1% | -8.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling